I didn't see this posted yet, so here:

Source: https://www.soompi.com/article/1520146wpp/lee-joon-gi-opens-up-about-the-unreleased-ending-of-scarlet-heart-goryeo

Excerpt from article:

Lee Joon Gi opened up about the unreleased ending of the drama, saying, “We filmed the scene where [Wang So] and Hae Soo meet again. He approached her in a suit as a stranger and handed her a handkerchief. When she looked at him, he [stood there] like someone who didn’t know anything [about what happened in Goryeo]. He just smiled and turned away. Then I think Hae Soo called him and he looked back. I think she smiled at him.”

Then he added, “I believe the director was in a dilemma until the very end. [Should we go for an ending] that’s deeper and painful, or [should we go for an ending] that gives a feeling of hope? No matter what he chose, I think there would’ve been regrets. I think that he thought it would be good if it left a more poignant impression. Honestly, I thought it would’ve been included in the DVD, but it was blocked.”

Lee Joon Gi joked, “I like it when my fans are sad. So I won’t show this to them!”